+185.7%
IONQ vs ENPH
-85.0%
+270.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.4% | -4.0% | -7.5% |
| 7D | +16.8% | -7.6% | +24.3% | +20.0% |
| 30D | -11.1% | -16.4% | +5.2% | -6.0% |
| 3M | -31.7% | -34.3% | +2.6% | -21.4% |
| 6M | -44.8% | -28.5% | -16.2% | -38.6% |
| YTD | -31.2% | -16.4% | -14.8% | -31.5% |
| 1Y | -39.1% | -12.8% | -26.3% | -40.1% |
| 3Y | +189.5% | -65.7% | +255.2% | +230.3% |
| 5Y | +53.2% | -89.4% | +142.5% | +176.6% |
| All | +185.7% | -85.0% | +270.8% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling